Entropy balancing

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oksanakim
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Joined: Wed Apr 04, 2012 10:38 am

Entropy balancing

Postby oksanakim » Wed Jul 03, 2019 11:07 am

Good day! I wonder whether Eviews 10.5 or later versions would have any options for estimating equations using entropy balancing (weighting) technique? I hear in other packages codes are available for this but cannot find any information regarding Eviews' possibilities. Thank you.

EViews Gareth
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Re: Entropy balancing

Postby EViews Gareth » Wed Jul 03, 2019 11:22 am

No idea what that is. We have the ability to weight the observations in a regression, but I couldn't tell you whether that is enough.
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oksanakim
Posts: 56
Joined: Wed Apr 04, 2012 10:38 am

Re: Entropy balancing

Postby oksanakim » Wed Jul 03, 2019 11:32 am

Here is the link to entropy balancing paper: https://web.stanford.edu/~jhain/Paper/PA2012.pdf.

Additionally, for example in Stata here is what they offer for entropy balancing: https://www.jstatsoft.org/article/view/v054i07.

From there:
"entropy balancing, is a multivariate reweighting method described in Hainmueller (2012 ) that allows users to reweight a dataset such that the covariate distributions in the reweighted data satisfy a set of specified moment conditions. This can be useful to create balanced samples in observational studies with a binary treatment where the control group data can be reweighted to match the covariate moments in the treatment group".

Could you please elaborate on the weighting observations in a regression? Thank you in advance!

EViews Gareth
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Re: Entropy balancing

Postby EViews Gareth » Wed Jul 03, 2019 11:39 am

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oksanakim
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Joined: Wed Apr 04, 2012 10:38 am

Re: Entropy balancing

Postby oksanakim » Wed Jul 03, 2019 11:45 am

I see. Thank you, but I am afraid this is not what is needed. Is propensity score matching somehow used in Eviews? Thanks again.

EViews Gareth
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Re: Entropy balancing

Postby EViews Gareth » Wed Jul 03, 2019 11:53 am

No.
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